+0.5%
OWL vs AGI
+204.0%
-203.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.6% |
| 7D | -11.9% | -5.3% | -6.7% | -11.4% |
| 30D | -13.7% | +6.8% | -20.5% | -14.4% |
| 3M | +12.3% | +8.3% | +3.9% | +11.1% |
| 6M | +15.0% | -29.2% | +44.2% | +18.0% |
| YTD | -25.7% | -7.3% | -18.5% | -26.5% |
| 1Y | -39.5% | +8.0% | -47.5% | -41.7% |
| All | +0.5% | +204.0% | -203.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling